Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-19 53.406305 59.278439 65.921764 74.081642 83.958995 95.697596 110.970738
2025-01-26 47.313952 55.404748 65.416298 79.075075 97.850924 123.834128 164.792903
2025-02-02 44.148418 53.630881 66.131960 84.592453 112.738085 157.387630 243.043228
2025-02-09 40.802097 50.838309 64.674837 86.340905 122.178992 186.076231 334.462030
2025-02-16 37.654349 47.786483 62.223526 85.864362 127.606440 209.889756 440.005608
2025-02-23 35.159850 45.309998 60.181343 85.499063 132.922194 235.909581 588.987528
2025-03-02 32.679972 42.579880 57.380519 83.315124 134.145574 253.559378 747.603197
2025-03-09 30.681960 40.371121 55.122566 81.663960 135.956692 273.854129 979.577144
2025-03-16 28.415956 37.582336 51.672265 77.384235 131.222186 274.156041 1111.700105
2025-03-23 27.851550 37.334403 52.283438 80.616045 143.882826 334.979838 2146.422864
2025-03-30 26.596830 35.915244 50.810805 79.649310 146.496596 365.256444 3456.211088
2025-04-06 25.328853 34.392250 49.033205 77.843996 146.605189 386.894907 5594.352086
2025-04-13 23.739373 32.338428 46.315439 74.086721 141.542917 387.121043 7881.664580
2025-04-20 23.626818 32.653582 47.739983 79.072753 161.787122 533.260633 NaN
2025-04-27 23.548917 33.010126 49.265581 84.589749 186.620426 783.544086 NaN
2025-05-04 22.971329 32.485913 49.119916 86.338111 200.595618 1024.408289 NaN
2025-05-11 22.176643 31.540761 48.097301 85.861592 206.705747 1229.614934 NaN
2025-05-18 21.459237 30.685860 47.176115 85.496312 213.283438 1505.790504 NaN
2025-05-25 20.598795 29.538437 45.606018 83.312483 211.875712 1656.354003 NaN
2025-06-01 19.856026 28.561722 44.306505 81.661401 212.260769 1880.107942 NaN
2025-06-08 18.884435 27.145766 42.066575 77.381885 200.169281 1723.156823 NaN
2025-06-15 18.744030 27.183575 42.701004 80.613538 222.699441 2992.157513 NaN
2025-06-22 18.198208 26.475296 41.791643 79.646850 225.569452 3736.627421 NaN